PREVIEW / futures_5min / 2023-11-01

all futures 5-min files

  file:    by_date/futures_5min/2023/2023-11-01.parquet
  size:    381 KB
  rows:    20,882

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2023-11-01 00:00:00	ES	Futures	4568.15	4569.24	4567.88	4568.7	462.0
2023-11-01 00:05:00	ES	Futures	4568.43	4568.7	4568.15	4568.43	167.0
2023-11-01 00:10:00	ES	Futures	4568.43	4568.43	4567.34	4568.15	314.0
2023-11-01 00:15:00	ES	Futures	4568.15	4568.15	4567.61	4567.88	270.0
2023-11-01 00:20:00	ES	Futures	4567.88	4568.43	4567.88	4567.88	233.0
2023-11-01 00:25:00	ES	Futures	4568.15	4568.15	4566.8	4567.07	310.0
2023-11-01 00:30:00	ES	Futures	4567.07	4567.34	4566.25	4567.34	353.0
2023-11-01 00:35:00	ES	Futures	4567.34	4568.7	4567.34	4568.43	319.0
2023-11-01 00:40:00	ES	Futures	4568.43	4568.7	4568.15	4568.7	186.0
2023-11-01 00:45:00	ES	Futures	4568.7	4569.24	4568.43	4568.43	161.0
2023-11-01 00:50:00	ES	Futures	4568.43	4568.43	4567.61	4567.88	235.0
2023-11-01 00:55:00	ES	Futures	4568.15	4568.97	4567.88	4568.15	230.0
2023-11-01 01:00:00	ES	Futures	4568.43	4568.43	4566.53	4566.8	590.0
2023-11-01 01:05:00	ES	Futures	4566.8	4567.61	4565.98	4567.34	555.0
2023-11-01 01:10:00	ES	Futures	4567.34	4567.88	4567.34	4567.34	300.0
2023-11-01 01:15:00	ES	Futures	4567.34	4567.88	4566.8	4567.34	305.0
2023-11-01 01:20:00	ES	Futures	4567.61	4568.7	4567.34	4567.34	696.0
2023-11-01 01:25:00	ES	Futures	4567.34	4567.34	4566.53	4566.53	449.0
2023-11-01 01:30:00	ES	Futures	4566.53	4566.8	4565.44	4565.98	578.0
2023-11-01 01:35:00	ES	Futures	4565.98	4566.53	4563.81	4564.08	1047.0
2023-11-01 01:40:00	ES	Futures	4563.81	4565.17	4562.45	4564.35	1136.0
2023-11-01 01:45:00	ES	Futures	4564.08	4564.08	4562.72	4563.27	348.0
2023-11-01 01:50:00	ES	Futures	4563.0	4563.54	4562.45	4563.27	280.0
2023-11-01 01:55:00	ES	Futures	4563.27	4563.81	4563.0	4563.27	339.0
2023-11-01 02:00:00	ES	Futures	4563.0	4565.71	4562.72	4565.44	764.0
2023-11-01 02:05:00	ES	Futures	4565.71	4567.88	4565.44	4567.34	598.0
2023-11-01 02:10:00	ES	Futures	4567.34	4569.24	4567.34	4569.24	686.0
2023-11-01 02:15:00	ES	Futures	4569.24	4569.24	4568.15	4568.43	425.0
2023-11-01 02:20:00	ES	Futures	4568.43	4568.7	4567.61	4568.43	278.0
2023-11-01 02:25:00	ES	Futures	4568.15	4568.43	4567.88	4568.43	312.0
2023-11-01 02:30:00	ES	Futures	4568.43	4568.43	4567.61	4567.88	393.0
2023-11-01 02:35:00	ES	Futures	4568.15	4569.24	4568.15	4569.24	291.0
2023-11-01 02:40:00	ES	Futures	4568.97	4569.78	4568.7	4569.51	362.0
2023-11-01 02:45:00	ES	Futures	4569.24	4570.33	4568.97	4570.06	556.0
2023-11-01 02:50:00	ES	Futures	4570.33	4573.59	4570.33	4573.31	1627.0
2023-11-01 02:55:00	ES	Futures	4573.31	4574.67	4573.04	4574.13	928.0
2023-11-01 03:00:00	ES	Futures	4574.13	4574.13	4572.5	4572.77	1215.0
2023-11-01 03:05:00	ES	Futures	4573.04	4573.31	4570.6	4571.14	981.0
2023-11-01 03:10:00	ES	Futures	4571.41	4572.5	4570.06	4572.23	934.0
2023-11-01 03:15:00	ES	Futures	4572.5	4573.31	4571.41	4571.96	1007.0
2023-11-01 03:20:00	ES	Futures	4571.96	4571.96	4569.78	4570.6	845.0
2023-11-01 03:25:00	ES	Futures	4570.87	4570.87	4569.24	4570.33	495.0
2023-11-01 03:30:00	ES	Futures	4570.06	4571.41	4568.97	4571.41	804.0
2023-11-01 03:35:00	ES	Futures	4571.41	4571.96	4569.78	4570.06	638.0
2023-11-01 03:40:00	ES	Futures	4570.06	4570.33	4567.34	4567.61	1107.0
2023-11-01 03:45:00	ES	Futures	4567.61	4568.43	4566.8	4567.07	799.0
2023-11-01 03:50:00	ES	Futures	4567.07	4568.15	4566.53	4567.07	676.0
2023-11-01 03:55:00	ES	Futures	4566.8	4567.07	4565.71	4566.25	677.0
2023-11-01 04:00:00	ES	Futures	4565.98	4568.15	4564.35	4565.71	3249.0
2023-11-01 04:05:00	ES	Futures	4565.98	4568.43	4564.9	4567.61	1748.0

> showing 50 of 20,882 rows — these rows as CSV

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